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Citations for "Temporal Resolution of Uncertainty and Dynamic Choice Theory"

by David M Kreps & Evan L Porteus

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  1. Wakai, Katsutoshi, 2011. "Modeling nonmonotone preferences: The case of utility smoothing," Journal of Mathematical Economics, Elsevier, vol. 47(2), pages 213-226, March.
  2. Nengjiu Ju & Jianjun Miao, 2012. "Ambiguity, Learning, and Asset Returns," Econometrica, Econometric Society, Econometric Society, vol. 80(2), pages 559-591, 03.
  3. Martin Browning & Thomas F. Crossley, 2001. "The lifecycle model of consumption and saving," IFS Working Papers, Institute for Fiscal Studies W01/15, Institute for Fiscal Studies.
  4. Bergeron, Claude, 2013. "Dividend sensitivity to economic factors, stock valuation, and long-run risk," Finance Research Letters, Elsevier, Elsevier, vol. 10(4), pages 184-195.
  5. Claudio Campanale & Rui Castro & Gian Luca Clementi, 2010. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(2), pages 379-402, April.
  6. Grant, S. & Polak, B. & Kajii, A., 1996. "Preference for Information," Papers, Australian National University - Department of Economics 298, Australian National University - Department of Economics.
  7. Weil, Philippe, 1989. "The equity premium puzzle and the risk-free rate puzzle," Journal of Monetary Economics, Elsevier, Elsevier, vol. 24(3), pages 401-421, November.
  8. Jaroslav Borovicka & Lars Hansen, 2012. "Examining macroeconomic models through the lens of asset pricing," Working Paper Series, Federal Reserve Bank of Chicago WP-2012-01, Federal Reserve Bank of Chicago.
  9. Ivan Shaliastovich & Ravi Bansal, 2012. "A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets," 2012 Meeting Papers, Society for Economic Dynamics 778, Society for Economic Dynamics.
  10. Chavas, Jean-Paul, 2013. "On the microeconomics of food and malnutrition under endogenous discounting," European Economic Review, Elsevier, Elsevier, vol. 59(C), pages 80-96.
  11. von Gaudecker, Martin & van Soest, Arthur & Wengström, Erik, 2008. "Selection and Mode Effects in Risk Preference Elicitation Experiments," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim 08-46, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  12. Elías Albagli I., 2005. "Denomination of the Debt of the Chilean Government: A Risk Management Perspective," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 8(3), pages 55-74, December.
  13. Kubler, Felix, 2004. "Is intertemporal choice theory testable?," Journal of Mathematical Economics, Elsevier, vol. 40(1-2), pages 177-189, February.
  14. Aase, Knut K., 2014. "The Life Cycle Model with Recursive Utility: New insights on pension and life insurance contracts," Discussion Papers, Department of Business and Management Science, Norwegian School of Economics 2014/19, Department of Business and Management Science, Norwegian School of Economics.
  15. Daniel Harenberg & Alexander Ludwig, 2014. "Social Security and the Interactions Between Aggregate and Idiosyncratic Risk," CER-ETH Economics working paper series 14/193, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
  16. Frans Van Winden & Michal Krawczyk & Astrid Hopfensitz, 2010. "Investment, Resolution of Risk, and the Role of Affect," CESifo Working Paper Series 2975, CESifo Group Munich.
  17. Kubler, Felix, 2003. "Observable restrictions of general equilibrium models with financial markets," Journal of Economic Theory, Elsevier, Elsevier, vol. 110(1), pages 137-153, May.
  18. Jouini, Elyès & Napp, Clotilde & Nocetti, Diego, 2013. "On multivariate prudence," Journal of Economic Theory, Elsevier, Elsevier, vol. 148(3), pages 1255-1267.
  19. George Wu, 1999. "Anxiety and Decision Making with Delayed Resolution of Uncertainty," Theory and Decision, Springer, Springer, vol. 46(2), pages 159-199, April.
  20. Hanno Lustig, . "When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (joint with Dirk Krueger, UPenn)," UCLA Economics Online Papers 380, UCLA Department of Economics.
  21. Segal, Uzi, 1987. "The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 28(1), pages 175-202, February.
  22. Wang, H. Holly & Du, Wen, 2005. "Intertemporal Risk Management Decisions of Farmers under Preference, Market, and Policy Dynamics," 2005 Annual meeting, July 24-27, Providence, RI, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) 19526, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  23. Atkinson, Giles D. & Dietz, Simon & Helgeson, Jennifer & Hepburn, Cameron & Sælen, Håkon, 2009. "Siblings, not triplets: social preferences for risk, inequality and time in discounting climate change," Economics Discussion Papers 2009-14, Kiel Institute for the World Economy.
  24. Edi Karni, 2013. "Bayesian decision theory with action-dependent probabilities and risk attitudes," Economic Theory, Springer, Springer, vol. 53(2), pages 335-356, June.
  25. Christian Jaag, 2005. "The Role of Endogenous Skill Choice in an Aging Economy," Public Economics, EconWPA 0505005, EconWPA.
  26. Colson, Gérard, 1993. "Prenons-nous assez de risque dans les théories du risque?," L'Actualité Economique, Société Canadienne de Science Economique, Société Canadienne de Science Economique, vol. 69(1), pages 111-141, mars.
  27. Stephen Satchell & Susan Thorp, 2007. "Scenario Analysis with Recursive Utility: Dynamic Consumption Plans for Charitable Endowments," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney 209, Quantitative Finance Research Centre, University of Technology, Sydney.
  28. Rene Garcia & Richard Luger & Eric Renault, 2004. "Option Prices, Preferences, and State Variables," Emory Economics, Department of Economics, Emory University (Atlanta) 0418, Department of Economics, Emory University (Atlanta).
  29. Bommier, Antoine & Rochet, Jean-Charles, 2003. "Risk Aversion and Planning Horizon," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse 204, Institut d'Économie Industrielle (IDEI), Toulouse, revised Nov 2004.
  30. Jaroslav Borovička & Lars Peter Hansen & Mark Hendricks & José A. Scheinkman, 2009. "Risk Price Dynamics," NBER Working Papers 15506, National Bureau of Economic Research, Inc.
  31. Ploeg, F. van der, 1989. "Risk aversion, intertemporal substitution and consumption: The CARA-LQ problem," Discussion Paper, Tilburg University, Center for Economic Research 1989-53, Tilburg University, Center for Economic Research.
  32. Ravi Bansal & Ivan Shaliastovich, 2010. "Confidence Risk and Asset Prices," American Economic Review, American Economic Association, American Economic Association, vol. 100(2), pages 537-41, May.
  33. René Garcia & Eric Renault, 1998. "Risk Aversion, Intertemporal Substitution, and Option Pricing," Working Papers, Centre de Recherche en Economie et Statistique 98-10, Centre de Recherche en Economie et Statistique.
  34. Aase, Knut K., 2014. "Recursive utility with dependence on past consumption; the continuous-time model," Discussion Papers, Department of Business and Management Science, Norwegian School of Economics 2014/3, Department of Business and Management Science, Norwegian School of Economics.
  35. Philippe Weil & Miles Kimball, 2008. "Precautionary saving and consumption smoothing across time and possibilities," ULB Institutional Repository 2013/13432, ULB -- Universite Libre de Bruxelles.
  36. Saltari, Enrico & Ticchi, Davide, 2007. "Risk aversion, intertemporal substitution, and the aggregate investment-uncertainty relationship," Journal of Monetary Economics, Elsevier, Elsevier, vol. 54(3), pages 622-648, April.
  37. Svenja Hector(), . "Accounting for Different Uncertainties: Implications for Climate Investments?," Working Papers, ETH Zurich, Chair of Systems Design ETH-RC-13-007, ETH Zurich, Chair of Systems Design.
  38. repec:hal:journl:halshs-00721281 is not listed on IDEAS
  39. Ivan Shaliastovich & George Tauchen, 2009. "Pricing of the Time-Change Risks," Working Papers, Duke University, Department of Economics 10-71, Duke University, Department of Economics.
  40. Antoine Bommier & Arnold Chassagnon & François Le Grand, 2010. "Comparative Risk Aversion: A Formal Approach with Applications to Saving Behaviors," CER-ETH Economics working paper series 10/134, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
  41. Larbi Alaoui & Alvaro Sandroni, 2013. "Predestination and the Protestant ethic," Economics Working Papers 1350, Department of Economics and Business, Universitat Pompeu Fabra.
  42. Christian Traeger, 2012. "Why Uncertainty Matters - Discounting under Intertemporal Risk Aversion and Ambiguity," CESifo Working Paper Series 3727, CESifo Group Munich.
  43. Chong Wang & Neng Wang & Jinqiang Yang, 2013. "Optimal Consumption and Savings with Stochastic Income," NBER Working Papers 19319, National Bureau of Economic Research, Inc.
  44. Anne Epaulard & Aude Pommeret, 2003. "Recursive Utility, Endogenous Growth, and the Welfare Cost of Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(3), pages 672-684, July.
  45. Rubens Penha Cysne, 2005. "Equity-Premium Puzzle: Evidence From Brazilian Data," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of 088, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  46. Kaito Sato, 2011. "Preference for Randomization and Ambiguity Aversion," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science 1524, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  47. Lars Peter Hansen & Jose Scheinkman, 2006. "Long Term Risk: An Operator Approach," NBER Working Papers 12650, National Bureau of Economic Research, Inc.
  48. Jaśkiewicz, Anna & Matkowski, Janusz & Nowak, Andrzej S., 2011. "On Variable Discounting in Dynamic Programming: Applications to Resource Extraction and Other Economic Models," MPRA Paper 31069, University Library of Munich, Germany, revised 24 May 2011.
  49. Peress, Joel, 2010. "The tradeoff between risk sharing and information production in financial markets," Journal of Economic Theory, Elsevier, Elsevier, vol. 145(1), pages 124-155, January.
  50. Nakamura, Tamotsu, 2005. "Risk-aversion and the investment-uncertainty relationship: a reply," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 56(1), pages 127-127, January.
  51. Orszag, J. Michael & Yang, Hong, 1995. "Portfolio choice with Knightian uncertainty," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 19(5-7), pages 873-900.
  52. Andrea Ferrero & Carlos Carvalho, 2013. "What Explains Japan's Persistent Deflation?," 2013 Meeting Papers, Society for Economic Dynamics 1163, Society for Economic Dynamics.
  53. Gollier, Christian & Jullien, Bruno & Treich, Nicolas, 2000. "Scientific progress and irreversibility: an economic interpretation of the 'Precautionary Principle'," Journal of Public Economics, Elsevier, Elsevier, vol. 75(2), pages 229-253, February.
  54. Issler, João Victor & Piqueira, Natália Scotto, 2000. "Estimando a Aversão ao Risco, a Taxa de Desconto Intertemporal, e a Substutibilidade Intertemporal do Consumo no Brasil usando Três tipos de Função Utilidade (Versão Preliminar)," Economics Working Papers (Ensaios Economicos da EPGE) 387, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  55. Chen, Zhi-ping & Li, Gang & Guo, Ju-e, 2013. "Optimal investment policy in the time consistent mean–variance formulation," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 145-156.
  56. Dario Caldara & Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Wen Yao, 2012. "Computing DSGE Models with Recursive Preferences and Stochastic Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(2), pages 188-206, April.
  57. Lettau, M. & Uhlig, H.F.H.V.S., 1997. "Preferences, Consumption Smoothing and Risk Premia," Discussion Paper, Tilburg University, Center for Economic Research 1997-60, Tilburg University, Center for Economic Research.
  58. Sujoy Mukerji & Kevin Sheppard & Fabrice Collard and Jean-Marc Tallon, 2011. "Ambiguity and the historical equity premium," Economics Series Working Papers 550, University of Oxford, Department of Economics.
  59. Smith, David C., 1999. "Finite sample properties of tests of the Epstein-Zin asset pricing model," Journal of Econometrics, Elsevier, Elsevier, vol. 93(1), pages 113-148, November.
  60. Oreste Tristani & Gianni Amisano, 2010. "A nonlinear DSGE model of the term structure with regime shifts," 2010 Meeting Papers, Society for Economic Dynamics 234, Society for Economic Dynamics.
  61. David Dillenberger, 2008. "Preferences for One-Shot Resolution of Uncertainty and Allais-Type Behavior," PIER Working Paper Archive 08-036, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  62. Benzoni, Luca & Collin-Dufresne, Pierre & Goldstein, Robert S., 2011. "Explaining asset pricing puzzles associated with the 1987 market crash," Journal of Financial Economics, Elsevier, Elsevier, vol. 101(3), pages 552-573, September.
  63. Kraus, Alan & Sagi, Jacob S., 2006. "Inter-temporal preference for flexibility and risky choice," Journal of Mathematical Economics, Elsevier, vol. 42(6), pages 698-709, September.
  64. Katsutoshi Wakai, 2013. "Intertemporal utility smoothing under uncertainty," Theory and Decision, Springer, Springer, vol. 74(2), pages 285-310, February.
  65. Andreas Wagener, 2002. "Intergenerational Transfer Schemes as Incomplete Social Contracts," Constitutional Political Economy, Springer, Springer, vol. 13(4), pages 337-359, December.
  66. David Dillenberger & Uzi Segal, 2013. "Skewed Noise," Boston College Working Papers in Economics, Boston College Department of Economics 843, Boston College Department of Economics.
  67. Bhamra, Harjoat S. & Uppal, Raman, 2006. "The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 30(6), pages 967-991, June.
  68. Tim Bollerslev & Tzuo Hao & George Tauchen, 2008. "Expected Stock Returns and Variance Risk Premia," CREATES Research Papers 2008-48, School of Economics and Management, University of Aarhus.
  69. David Dillenberger & Uzi Segal, 2013. "Skewed Noise," PIER Working Paper Archive 13-066, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  70. Hui Chen & Nengjiu Ju & Jianjun Miao, . "Dynamic Asset Allocation with Ambiguous Return Predictability," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics wp2009-015, Boston University - Department of Economics.
  71. Costis Skiadas, 1991. "Conditioning and Aggregation of Preferences," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science 1010, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  72. Frank M. Fossen & Daniela Glocker, 2014. "Stated and Revealed Heterogeneous Risk Preferences in Educational Choice," Discussion Papers of DIW Berlin 1361, DIW Berlin, German Institute for Economic Research.
  73. Epstein, Larry G. & Halevy, Yoram, 2014. "No Two Experiments are Identical," Microeconomics.ca working papers, Vancouver School of Economics yoram_halevy-2014-9, Vancouver School of Economics, revised 04 Aug 2014.
  74. Alessandro Bucciol, 2007. "Life-Cycle Models, Economic Puzzles and Temptation Preferences," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 66(1), pages 115-144, March.
  75. Hanno Lustig, 2004. "The Market Price of Aggregate Risk and the Wealth Distribution," UCLA Economics Online Papers 299, UCLA Department of Economics.
  76. Faruk Gul & Wolfgang Pesendorfer, 2005. "The Case for Mindless Economics," Levine's Working Paper Archive 784828000000000581, David K. Levine.
  77. P N Smith & S Sorensen & M R Wickens, . "Macroeconomic Sources of Equity Risk," Discussion Papers, Department of Economics, University of York 03/13, Department of Economics, University of York.
  78. Traeger, Christian P., 2011. "Interemporal Risk Aversion - or - Wouldn't it be Nice to Tell Whether Robinson Crusoe is Risk," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley qt67d581xt, Department of Agricultural & Resource Economics, UC Berkeley.
  79. Elie Appelbaum & Alan D. Woodland, 2010. "The Effects of Foreign Price Uncertainty on Australian Production and Trade," The Economic Record, The Economic Society of Australia, The Economic Society of Australia, vol. 86(273), pages 162-177, 06.
  80. Ravi Jagannathan & Srikant Marakani, 2011. "Price Dividend Ratio Factors : Proxies for Long Run Risk," NBER Working Papers 17484, National Bureau of Economic Research, Inc.
  81. Yi-Cheng Shih & Sheng-Syan Chen & Cheng-Few Lee & Po-Jung Chen, 2014. "The evolution of capital asset pricing models," Review of Quantitative Finance and Accounting, Springer, Springer, vol. 42(3), pages 415-448, April.
  82. Jonathan Halket & Michael Amior, 2012. "Do Households Use Homeownership To Insure Themselves? Evidence Across U.S. Cities," Economics Discussion Papers, University of Essex, Department of Economics 718, University of Essex, Department of Economics.
  83. Carlson, Kyle, 2014. "Fear itself: The effects of distressing economic news on birth outcomes," MPRA Paper 56560, University Library of Munich, Germany.
  84. Minh Ha-Duong & Nicolas Treich, 2004. "Risk aversion, intergenerational equity and climate change," Post-Print halshs-00000680, HAL.
  85. Alan J. Auerbach & Kevin A. Hassett, 2002. "A New Measure of Horizontal Equity," American Economic Review, American Economic Association, American Economic Association, vol. 92(4), pages 1116-1125, September.
  86. Barillas, Francisco & Hansen, Lars Peter & Sargent, Thomas J., 2009. "Doubts or variability?," Journal of Economic Theory, Elsevier, Elsevier, vol. 144(6), pages 2388-2418, November.
  87. repec:bos:wpaper:wp2013-002 is not listed on IDEAS
  88. Yu Chen & Thomas Cosimano & Alex Himonas, 2010. "Continuous time one-dimensional asset-pricing models with analytic price–dividend functions," Economic Theory, Springer, Springer, vol. 42(3), pages 461-503, March.
  89. Marco Bonomo & René Garcia, 1994. "Disappointment Aversion as a Solution to the Equity Premium and the Risk-Free Rate Puzzles," CIRANO Working Papers, CIRANO 94s-14, CIRANO.
  90. Mondria, Jordi, 2010. "Portfolio choice, attention allocation, and price comovement," Journal of Economic Theory, Elsevier, Elsevier, vol. 145(5), pages 1837-1864, September.
  91. Anastasios Karantounias, 2012. "Optimal fiscal policy with recursive preferences," 2012 Meeting Papers, Society for Economic Dynamics 1085, Society for Economic Dynamics.
  92. Segal, Uzi & Sobel, Joel, 2007. "Tit for tat: Foundations of preferences for reciprocity in strategic settings," Journal of Economic Theory, Elsevier, Elsevier, vol. 136(1), pages 197-216, September.
  93. Raghu Suryanarayanan, 2006. "A Model of Anticipated Regret and Endogenous Beliefs," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy 161, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 01 Dec 2008.
  94. Peter N Smith & Michael R Wickens, . "Asset Pricing with Observable Stochastic Discount Factors," Discussion Papers, Department of Economics, University of York 02/03, Department of Economics, University of York.
  95. Claudio Campanale & Gian Luca Clementi & Rui Castro, 2008. "Asset Pricing in a General Equilibrium Production Economy with Chew-Dekel Risk Preferences," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) 2008-14, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  96. Hoffmann, Mathias & Krause, Michael U. & Laubach, Thomas, 2012. "Trend growth expectations and US house prices before and after the crisis," Discussion Papers 12/2012, Deutsche Bundesbank, Research Centre.
  97. De Waegenaere, A.M.B. & Wakker, P.P., 1997. "Choquet Integrals With Respect to Non-Monotonic Set Functions," Discussion Paper, Tilburg University, Center for Economic Research 1997-44, Tilburg University, Center for Economic Research.
  98. Pierre-Olivier Gourinchas & Jonathan A. Parker, 2002. "Consumption Over the Life Cycle," Econometrica, Econometric Society, Econometric Society, vol. 70(1), pages 47-89, January.
  99. Takeoka, Norio, 2007. "Subjective probability over a subjective decision tree," Journal of Economic Theory, Elsevier, Elsevier, vol. 136(1), pages 536-571, September.
  100. René Garcia & Richard Luger & Éric Renault, 2001. "Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : New version February 2002) / Empirical Assessment of an Intertemporal Option Pricing Model with Latent Varia," CIRANO Working Papers, CIRANO 2001s-02, CIRANO.
  101. Garcia, R. & Renault, E., 2000. "Letent Variable Models for Stochastic Discount Factors," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ 2000-01, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  102. Antoine Bommier, . "Mortality Decline, Impatience and Aggregate Wealth Accumulation with Risk-Sensitive Preferences," Working Papers, ETH Zurich, Chair of Systems Design ETH-RC-14-006, ETH Zurich, Chair of Systems Design.
  103. Nakano, Katsura & Saito, Makoto, 1998. "Asset Pricing in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 12(2), pages 151-166, June.
  104. Krueger, Dirk & Kubler, Felix, 2005. "Pareto improving social security reform when financial markets are incomplete!?," CFS Working Paper Series 2005/12, Center for Financial Studies (CFS).
  105. Celen, Bogachan & Hyndman, Kyle, 2006. "Endogenous Network Formation In the Laboratory," MPRA Paper 1440, University Library of Munich, Germany.
  106. Matthias Schmidt & Hermann Held & Elmar Kriegler & Alexander Lorenz, 2013. "Climate Policy Under Uncertain and Heterogeneous Climate Damages," Environmental & Resource Economics, European Association of Environmental and Resource Economists, European Association of Environmental and Resource Economists, vol. 54(1), pages 79-99, January.
  107. Lybbert, Travis J. & McPeak, John, 2012. "Risk and intertemporal substitution: Livestock portfolios and off-take among Kenyan pastoralists," Journal of Development Economics, Elsevier, Elsevier, vol. 97(2), pages 415-426.
  108. Campbell, John Y., 2003. "Consumption-based asset pricing," Handbook of the Economics of Finance, Elsevier, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 13, pages 803-887 Elsevier.
  109. Tobias Adrian & Joshua Rosenberg, 2006. "Stock returns and volatility: pricing the short-run and long-run components of market risk," Staff Reports, Federal Reserve Bank of New York 254, Federal Reserve Bank of New York.
  110. Hippolyte d'Albis & Emmanuel Thibault, 2012. "Ambiguous Life Expectancy and the Demand for Annuities," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne 12050, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  111. Kuehn Lars-Alexander & Petrosky-Nadeau Nicolas & Zhang Lu, . "An Equilibrium Asset Pricing Model with Labor Market Search," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business 2010-E63, Carnegie Mellon University, Tepper School of Business.
  112. Zvi Safra & Uzi Segal, 2005. "Are Universal Preferences Possible? Calibration Results for Non-Expected Utility Theories," Boston College Working Papers in Economics, Boston College Department of Economics 633, Boston College Department of Economics.
  113. A. Nebout, 2014. "Sequential decision making without independence: a new conceptual approach," Theory and Decision, Springer, Springer, vol. 77(1), pages 85-110, June.
  114. Marcelo Bianconi, 2011. "Transfer programs under alternative insurance schemes and liquidity constraints," The Journal of International Trade & Economic Development, Taylor & Francis Journals, Taylor & Francis Journals, vol. 20(2), pages 175-197.
  115. Hengjie Ai & Dana Kiku, 2008. "A Model of Cross-Section of Equity Returns and Firm Dynamics," 2008 Meeting Papers 1030, Society for Economic Dynamics.
  116. Luo, Yulei & Young, Eric, 2013. "Long-run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention," MPRA Paper 52904, University Library of Munich, Germany.
  117. Lars Peter Hansen, 2007. "Beliefs, Doubts and Learning: Valuing Economic Risk," NBER Working Papers 12948, National Bureau of Economic Research, Inc.
  118. Robert Kast & André Lapied, 2007. "Dynamically Consistent Conditional Choquet Capacities," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research 20-2007, ICER - International Centre for Economic Research.
  119. Battauz, Anna & De Donno, Marzia & Ortu, Fulvio, 2011. "Intertemporal asset pricing and the marginal utility of wealth," Journal of Mathematical Economics, Elsevier, vol. 47(2), pages 227-244, March.
  120. Tan Wang, 2000. "Updating Rules for Non-Bayesian Preferences," Econometric Society World Congress 2000 Contributed Papers 0157, Econometric Society.
  121. Hakon Tretvoll, 2012. "Real exchange rate variability in a two country business cycle model," 2012 Meeting Papers, Society for Economic Dynamics 911, Society for Economic Dynamics.
  122. Siegfried Berninghaus & Hans Günther Seifert-Vogt, 1987. "International Migration under Incomplete Information," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), Swiss Society of Economics and Statistics (SSES), vol. 123(II), pages 199-218, June.
  123. Campbell, John, 1993. "Intertemporal Asset Pricing Without Consumption Data," Scholarly Articles 3221491, Harvard University Department of Economics.
  124. André Lapied & Pascal Tocquebeuf, 2007. "Consistent Dynamice Choice And Non-Expected Utility Preferences," Working Papers halshs-00353880, HAL.
  125. George M. Constantinides & Anisha Ghosh, 2008. "Asset Pricing Tests with Long Run Risks in Consumption Growth," NBER Working Papers 14543, National Bureau of Economic Research, Inc.
  126. Diego Nocetti & William T. Smith, 2011. "Precautionary Saving and Endogenous Labor Supply with and without Intertemporal Expected Utility," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 43(7), pages 1475-1504, October.
  127. Massimo Guidolin & Francesca Rinaldi, 2013. "Ambiguity in asset pricing and portfolio choice: a review of the literature," Theory and Decision, Springer, Springer, vol. 74(2), pages 183-217, February.
  128. Larry G. Epstein & Emmanuel Farhi & Tomasz Strzalecki, 2013. "How Much Would You Pay to Resolve Long-Run Risk?," NBER Working Papers 19541, National Bureau of Economic Research, Inc.
  129. Larry G. Epstein, 2008. "Living with Risk," Review of Economic Studies, Oxford University Press, vol. 75(4), pages 1121-1141.
  130. Larry G. Epstein & Stanley E. Zin, 1991. "The Independence Axiom and Asset Returns," NBER Technical Working Papers 0109, National Bureau of Economic Research, Inc.
  131. Leonid Kogan & Raman Uppal, . "Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 13-00, Wharton School Rodney L. White Center for Financial Research.
  132. Christensen, Bent Jesper & Raahauge, Peter, 2004. "Latent Utility Shocks in a Structural Empirical Asset Pricing Model," Working Papers, Copenhagen Business School, Department of Finance 2004-7, Copenhagen Business School, Department of Finance.
  133. Simon Grant & Atsushi Kajii & Ben Polak, 2000. "Third Down with a Yard to Go: The Dixit-Skeath Conundrum on Equilibria in Competitive Games," Econometric Society World Congress 2000 Contributed Papers 0222, Econometric Society.
  134. Laurian Lungu & Patrick Minford, 2006. "Explaining The Equity Risk Premium," Manchester School, University of Manchester, vol. 74(6), pages 670-700, December.
  135. René Garcia & Éric Renault & Andrei Semenov, 2003. "Disentangling Risk Aversion and Intertemporal Substitution Through a Reference Level," CIRANO Working Papers, CIRANO 2003s-12, CIRANO.
  136. Stefania Albanesi & Claudia Olivetti, 2007. "Gender Roles and Technological Progress," Discussion Papers, Columbia University, Department of Economics 0607-12, Columbia University, Department of Economics.
  137. Glenn D. Rudebusch & Eric T. Swanson, 2008. "The bond premium in a DSGE model with long-run real and nominal risks," Working Paper Research, National Bank of Belgium 143, National Bank of Belgium.
  138. Isaenko, Sergei, 2008. "The term structure of interest rates in a pure exchange economy where investors have heterogeneous recursive preferences," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 48(3), pages 457-481, August.
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